-14.8%
CPRT vs VSXY
+33.4%
-48.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.7% |
| 7D | -8.4% | -0.3% | -8.1% | -8.4% |
| 30D | +4.6% | -22.1% | +26.7% | +6.8% |
| 3M | -1.9% | -1.1% | -0.8% | -2.2% |
| 6M | -15.3% | +53.8% | -69.1% | -20.5% |
| YTD | -21.5% | +35.5% | -56.9% | -25.5% |
| 1Y | -36.6% | +186.0% | -222.6% | -45.6% |
| 3Y | -31.2% | +343.2% | -374.4% | -48.3% |
| 5Y | -14.1% | +19.0% | -33.1% | -22.6% |
| All | -14.8% | +33.4% | -48.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling